Why did this happen?

Posted By: blaub4r

Why did this happen? - 03/07/14 11:47

This is a quote from the log:

[Fri 07.03. 01:33] 1515 +215 -351 /\\\\\
[Fri 07.03. 01:53] 1515 +215 -348 /\\\\\
[Fri 07.03. 02:13] 1515 +215 -349 /\\\\\
[Fri 07.03. 02:33] 1515 +215 -349 /\\\\\
[Fri 07.03. 02:53] 1515 +215 -355 /\\\\\
[Fri 07.03. 03:13] 1515 +215 -354 /\\\\\
[Fri 07.03. 03:33] 1515 +215 -356 /\\\\\
[Fri 07.03. 03:53] 1515 +215 -355 /\\\\\
[Fri 07.03. 04:13] 1515 +215 -359 /\\\\\
[Fri 07.03. 04:33] 1515 +215 -356 /\\\\\
[Fri 07.03. 04:53] 1515 +215 -364 /\\\\\
[EUR/CHF:8:L8870] Target 8@1.2411: -133$ at 05:19
[EUR/CHF:7:L2866] Target 8@1.2373: -107$ at 05:19
[EUR/CHF:6:L5058] Target 9@1.2323: -83.99 at 05:19
[EUR/CHF:5:L5905] Target 9@1.2268: -43.58 at 05:19
[EUR/CHF:4:L3444] Target 9@1.2222: -9.31 at 05:19

[Fri 07.03. 05:13] 1515 -162 +9 /
[Fri 07.03. 05:33] 1515 -162 +8 /
[EUR/CHF:4:L4284] Long 10@1.2188 Risk 101 at 05:40

[Fri 07.03. 05:53] 1515 -162 +5 /\
[Fri 07.03. 06:13] 1515 -162 +5 /\
[Fri 07.03. 06:33] 1515 -162 +5 /\
[Fri 07.03. 06:53] 1515 -162 +5 /\
[Fri 07.03. 07:13] 1515 -162 +5 /\
[Fri 07.03. 07:33] 1515 -162 +6 /\
[Fri 07.03. 07:53] 1515 -162 +6 /\
[Fri 07.03. 08:13] 1515 -162 +5 /\
[Fri 07.03. 08:33] 1515 -162 +5 /\
[Fri 07.03. 08:53] 1515 -162 +6 /\
[Fri 07.03. 09:13] 1515 -162 +6 //

The strategy closed trades at false prices. All those trades were supposed to be closed positive when the price had finally reached those levels. Why did this happen?
Posted By: jcl

Re: Why did this happen? - 03/07/14 13:54

Most likely due to a singular price quote that met the profit targets.

I have not seen rogue price quotes yet, but heard that they happen especially with MT4 servers. Zorro has a mechanism to filter them out:

http://manual.zorro-trader.com/ticktime.htm

This is for the next release; in the current Zorro version, it's g->TickAvg instead of TickSmooth.
Posted By: blaub4r

Re: Why did this happen? - 03/07/14 15:05

Thanks
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